Private Breakfast Briefing – Swiss Re New York City Office, 1301 6th Avenue, New York
Discover how catastrophe models are reshaping climate risk analysis across finance.
Join us for an exclusive breakfast briefing designed for risk leaders, investment professionals, and decision-makers looking to deepen their understanding of catastrophe (cat) models and their practical applications.
Once the preserve of the insurance industry, catastrophe models are now being adopted by banks, asset managers, and infrastructure lenders to assess and price climate-related risks, from flood exposure to capital adequacy, loan pricing, stress testing and asset valuation.
In this private session, leading experts in climate and catastrophe modeling will guide you through:
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- What cat models really are (and what they’re not)
- How they extend beyond hazard maps to quantify physical risk
- What types of outputs they generate, and how to interpret them
- Real-world applications across lending, investment, and regulatory use cases
- What cat models really are (and what they’re not)
Whether you’re just beginning to explore catastrophe models or seeking to sharpen your physical climate risk strategy, this session will help you unlock more value from climate data.
Attendance is by invitation only. To request a seat, please complete the form below.
Agenda
08:30
Arrival and networking
09:00
Presentation and workshop:
1. An introduction to catastrophe models
2. Maps versus models
3. How to utilize cat model results
10:30
Break
10:45
Interactive roundtable:
How can banks and investors maximize the use of catastrophe models?
11:30
Close
Want to learn more about catastrophe models? Read our recent insight.
